Search for dissertations about: "Ou Tang"

Showing result 1 - 5 of 8 swedish dissertations containing the words Ou Tang.

  2. 1. Risk-Neutral and Physical Estimation of Equity Market Volatility

    Author : Mathias Barkhagen; Jörgen Blomvall; Ou Tang; Magnus Wiktorsson; Linköpings universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : The overall purpose of the PhD project is to develop a framework for making optimal decisions on the equity derivatives markets. Making optimal decisions refers e.g. to how to optimally hedge an options portfolio or how to make optimal investments on the equity derivatives markets. READ MORE

  4. 2. Sustainability and company performance : Evidence from the manufacturing industry

    Author : Lujie Chen; Ou Tang; Andreas Feldmann; Kannan Govindan; Linköpings universitet; []
    Keywords : SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; SAMHÄLLSVETENSKAP; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Empirical research; sustainable practices; company performance;

    Abstract : This dissertation approaches the question of sustainability and its influence on company performance, with special focus on the manufacturing industry. In the contemporary production environment, manufacturing operations must take into account not only profit, but also environmental and social performance, in order to ensure the long-term development of the company. READ MORE

  5. 3. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Keywords : NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

  6. 4. Supply Chain Risk Management : Identification, Evaluation and Mitigation Techniques

    Author : S.Nurmaya Musa; Ou Tang; Jan Olhager; David Zhang; Linköpings universitet; []
    Keywords : Supply chain risk management; risk analysis; risk control; co-citation; system dynamics; modelling;

    Abstract : Supply chains have expanded rapidly over the decades, with the aim to increase productivity, lower costs and fulfil demands in emerging markets. The increasing complexity in a supply chain hinders visibility and consequently reduces one’s control over the process. READ MORE

  7. 5. A Framework for Sales and Operations Planning in Process Industries

    Author : Sayeh Noroozi; Joakim Wikner; Ou Tang; Martin Rudberg; Linköpings universitet; []
    Keywords : ;

    Abstract : This thesis studies Sales and Operations Planning (S&OP) in process industries. S&OP is a planning process which has a role of balancing demand and supply at an aggregate level. S&OP has traditionally been considered as a generic process meaning that it is independent from the context of the industry in which it is implemented. READ MORE